Stopped processes and Doob's optional sampling theorem

Grobler, JJ

Grobler, JJ (corresponding author), North West Univ, Focus Area Pure & Appl Analyt, Potchefstroom Campus, ZA-2520 Potchefstroom, South Africa.

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021; 497 (1):

Abstract

Using the spectral measure mu(S) of the stopping time S, we define the stopping element X-S as a Daniell integral integral X(t)d(mu S) for an adapted ......

Full Text Link